![1. Consider the following two MA (2) models: ·zt = (1-1.3B + AB*)et with σ-10.0, . x,-(1-1.75B+ .625B2)et with σ-64. (i) Evaluate the autocovariances a,k for lags k 0,1,2 for both models to verify that they have the same acf. [5 marks] (ii) However, only one of these two models is invertible. Which one? 5 marks](http://img.homeworklib.com/questions/9ed9d710-41c3-11ea-9134-b14539891c0a.png?x-oss-process=image/resize,w_560)
Homework Answers
Add Answer to:
1. Consider the following two MA (2) models: ·zt = (1-1.3B + AB*)et with σ-10.0, ....
3.14 Consider each of the following models: (i) (1 B)Z, (1 1.5B)a, (ii) (1 .8B)Z (iii...
3.14 Consider each of the following models: (i) (1 B)Z, (1 1.5B)a, (ii) (1 .8B)Z (iii (1 1.1B .8B2)Z, = (1 - 1.7B + .72B2)a (iv) (1 6B)Z, = (1 - 1.2B + .2B2>a, (a) Verify whether it is stationary, or invertible, or both. = (1 .5B)a, (b) Express the model in an MA representation if it exists. (c) Express the model in an AR representation if it exists
Consider the 5 point running mean where ut ~ NID(0, σ ), and let σ -1....
Consider the 5 point running mean where ut ~ NID(0, σ ), and let σ -1. (i) Determine the theoretical auto-covariance (ACF) for v, and the theoretical cross-covariance function (CCF) between w and vt. (ii) Generate a realization of w of length 1000, compute the associated 5-point moving average v and plot these two time series on the same graph.i Calculate the corresponding sample versions for the ACF and CCF and remark on how these resemble and differ from the...
13. 5.43 Consider the cash flows for two types of models given in Table 25.43 Table...
13. 5.43 Consider the cash flows for two types of models given in Table 25.43 Table P5.43 4:19 PM + Fit to pas n 0 - Model A $8,000 Model B -$15,000 $3,500 $10,000 $3,500 $10,000 $3.500 Table P5.43 Full Alternative Text Both models will have no salvage value upon their disposal (at the end of their respective service lives). The firm's MARR is known to be 1296 1. Notice that the models have different service lives. However, model A...
Procedure B. 1. Build two models of 1, 2-dimethyleyclopentane. The two methy can be on the...
Procedure B. 1. Build two models of 1, 2-dimethyleyclopentane. The two methy can be on the same face or opposite faces of the ring. No matter how t molecule is twisted, they cannot be superimposed on each other. These compounds are stereoisomers of each other. 2. When two groups are present, the prefix cis (same face) or trans (opposite face) can be used in IUPAC nomenclature to specify which stereoisomer is being considered. For drawings, a solid wedged line in...
QUESTION 15 Consider the following simultaneous-move game: Two firms, Firm 1 (raw player) and Firm 2...
QUESTION 15 Consider the following simultaneous-move game: Two firms, Firm 1 (raw player) and Firm 2 (column player), decide whether to enter (E) or not enter (N) some market. If neither enters, then both make 0. If both enter, the market is oversaturated and so both earn a loss of 5. However, if only one enters, then the entrant earns monopoly profit of 10. Which of the following matrices is the correct representation of the static game? 0.10 10.0 0.0...
solve and please write explanation as well. 2. Consider the following matrices: [1 2 1-1 3...
solve and please write explanation as well.
2. Consider the following matrices: [1 2 1-1 3 (3 -2 A= 4 2 (1 2 [ 5 -2 3 -1 4] CON Verify that the product ABC is defined, and then compute the product ABC in two ways: a. (AB)C and b. A(BC) Is there an advantage to doing one way over the other?
2. (a) Consider the following matrices: A = [ 8 −6, 7 1] , B =...
2. (a) Consider the following matrices: A = [ 8 −6, 7 1] , B = [
3 −5, 4 −7] C = [ 3 2 −1 ,−3 3 2, 5 −4 −3 ]
(i) Calculate A + B,
(ii) Calculate AB
(iii) Calculate the inverse of B,
(iv) Calculate the determinant of C.
(b) The points P, Q and R have co-ordinates (2, 2, 1), (4, 1, 2)
and (5, −1, 4) respectively.
(i) Show that P Q~ =...
5-2 Written problem: Consider two waves on two side-by-side strings along the x-axis, one of form...
5-2 Written problem: Consider two waves on two side-by-side strings along the x-axis, one of form yi(x,t) - A sin(kx - cot) and the other of form y(x, t-A sin(kx-ω1+ φ), where A-10.0 cm, k 3.0007 cm-1 and 0.516 s, as sketched below (this is a snapshot in time - the waves are moving together to the right) Problem 5-2 What value of the phase constant ф will make y2-y/2 at t-1.5 s and at x - 0 while also...
Consider two separate linear regression models and For concreteness, assume that the vector yi co...
please help me to solve that question
Consider two separate linear regression models and For concreteness, assume that the vector yi contains observations on the wealth ofn randomly selected individuals in Australia and y2 contains observations on the wealth of n randomly selected individuals in New Zealand. The matrix Xi contains n observations on ki explanatory variables which are believed to affect individual wealth in Australia, and he matrix X2 contains n observations on k2 explanatory variables which are believed...
Consider these two equilibria with their respective equilibrium constants: (1) (2) PbCl2 ()Pb2+ (aq)2CI- (aq) Pbf2...
Consider these two equilibria with their respective equilibrium constants: (1) (2) PbCl2 ()Pb2+ (aq)2CI- (aq) Pbf2 (s) РЬ2+ (aq) + 2 F-(aq) K 1.7x 10-5 K-37x10-8 Which equilibrium will produce more Pb2+ions in solution? B) (2) D) cannot determine with provided information C) both (1) and (2) will produce the same amount
3.14 Consider each of the following models: (i) (1 B)Z, (1 1.5B)a, (ii) (1 .8B)Z (iii (1 1.1B .8B2)Z, = (1 - 1.7B + .72B2)a (iv) (1 6B)Z, = (1 - 1.2B + .2B2>a, (a) Verify whether it is stationary, or invertible, or both. = (1 .5B)a, (b) Express the model in an MA representation if it exists. (c) Express the model in an AR representation if it exists
Consider the 5 point running mean where ut ~ NID(0, σ ), and let σ -1. (i) Determine the theoretical auto-covariance (ACF) for v, and the theoretical cross-covariance function (CCF) between w and vt. (ii) Generate a realization of w of length 1000, compute the associated 5-point moving average v and plot these two time series on the same graph.i Calculate the corresponding sample versions for the ACF and CCF and remark on how these resemble and differ from the...
13. 5.43 Consider the cash flows for two types of models given in Table 25.43 Table P5.43 4:19 PM + Fit to pas n 0 - Model A $8,000 Model B -$15,000 $3,500 $10,000 $3,500 $10,000 $3.500 Table P5.43 Full Alternative Text Both models will have no salvage value upon their disposal (at the end of their respective service lives). The firm's MARR is known to be 1296 1. Notice that the models have different service lives. However, model A...
Procedure B. 1. Build two models of 1, 2-dimethyleyclopentane. The two methy can be on the same face or opposite faces of the ring. No matter how t molecule is twisted, they cannot be superimposed on each other. These compounds are stereoisomers of each other. 2. When two groups are present, the prefix cis (same face) or trans (opposite face) can be used in IUPAC nomenclature to specify which stereoisomer is being considered. For drawings, a solid wedged line in...
QUESTION 15 Consider the following simultaneous-move game: Two firms, Firm 1 (raw player) and Firm 2 (column player), decide whether to enter (E) or not enter (N) some market. If neither enters, then both make 0. If both enter, the market is oversaturated and so both earn a loss of 5. However, if only one enters, then the entrant earns monopoly profit of 10. Which of the following matrices is the correct representation of the static game? 0.10 10.0 0.0...
solve and please write explanation as well.
2. Consider the following matrices: [1 2 1-1 3 (3 -2 A= 4 2 (1 2 [ 5 -2 3 -1 4] CON Verify that the product ABC is defined, and then compute the product ABC in two ways: a. (AB)C and b. A(BC) Is there an advantage to doing one way over the other?
2. (a) Consider the following matrices: A = [ 8 −6, 7 1] , B = [
3 −5, 4 −7] C = [ 3 2 −1 ,−3 3 2, 5 −4 −3 ]
(i) Calculate A + B,
(ii) Calculate AB
(iii) Calculate the inverse of B,
(iv) Calculate the determinant of C.
(b) The points P, Q and R have co-ordinates (2, 2, 1), (4, 1, 2)
and (5, −1, 4) respectively.
(i) Show that P Q~ =...
5-2 Written problem: Consider two waves on two side-by-side strings along the x-axis, one of form yi(x,t) - A sin(kx - cot) and the other of form y(x, t-A sin(kx-ω1+ φ), where A-10.0 cm, k 3.0007 cm-1 and 0.516 s, as sketched below (this is a snapshot in time - the waves are moving together to the right) Problem 5-2 What value of the phase constant ф will make y2-y/2 at t-1.5 s and at x - 0 while also...
please help me to solve that question
Consider two separate linear regression models and For concreteness, assume that the vector yi contains observations on the wealth ofn randomly selected individuals in Australia and y2 contains observations on the wealth of n randomly selected individuals in New Zealand. The matrix Xi contains n observations on ki explanatory variables which are believed to affect individual wealth in Australia, and he matrix X2 contains n observations on k2 explanatory variables which are believed...
Consider these two equilibria with their respective equilibrium constants: (1) (2) PbCl2 ()Pb2+ (aq)2CI- (aq) Pbf2 (s) РЬ2+ (aq) + 2 F-(aq) K 1.7x 10-5 K-37x10-8 Which equilibrium will produce more Pb2+ions in solution? B) (2) D) cannot determine with provided information C) both (1) and (2) will produce the same amount
Most questions answered within 3 hours.
-
A researcher wishes to study the cumulative effects of several
combinations of HIV drugs. There are...
asked 18 minutes ago -
How
to make a simple game of whack a mole in pygame
asked 1 minute ago -
Write a c/c++ program to read a list of students from a file and
create a...
asked 10 minutes ago -
Identify two different methods for collecting data in
qualitative research. What are the benefits and challenges...
asked 11 minutes ago -
I am suppose to have my array before the main class but I am
getting the...
asked 13 minutes ago -
Your task is to design the page table for the 32bit Pentium
microprocessor. Answer the following...
asked 19 minutes ago -
The Paradise Shoes Company has estimated its weekly TVC function
from data collected over the past...
asked 18 minutes ago -
Although Epicurus advocates pursuing pleasure for the
good life, discuss a few reasons why he does...
asked 35 minutes ago -
Problem 1: Present entries to record the selected transactions
described below:
(a)
Issued $2,790,000 of 5-year,...
asked 42 minutes ago -
Using technology to support HR activities increases:
a.
the efficiency of the administrative HR functions.
b....
asked 42 minutes ago -
1. List the features used to classify leaf
types.
2. List some characteristics that are shared...
asked 47 minutes ago -
The three elements of Value Proposition, Key Customers, and
Capabilities operate within an environment. Which of...
asked 50 minutes ago